Credit Model Development Quantitative Lead - Commercial Real Estate Portfolio; Hybrid

This is a hybrid position requiring in-office work three days each week. Ideally based in Buffalo, NY, but may be located in any M&T office in Baltimore, MD;
Bridgeport, CT; NYC, NY;
Iselin, NJ;
Boston, MA;
Wilmington, DE;
Washington, DC; or another M&T Bank corporate office.

There might be potential for a remote work arrangement depending upon the location of the final candidate.

Independently develops, implements, maintains, analyzes, and manages quantitative/econometric behavioral models used for credit risk, interest rate risk, liquidity risk management, balance sheet and capital planning. May supervise interns and lead teams, providing performance feedback to management. Provides guidance and direction to less experienced personnel.

• Lead research and development of quantitative behavioral models used for credit risk, interest rate risk, liquidity risk management, and balance sheet and capital planning, including loan delinquency, default and loss models, loan prepayment and utilization models, deposit attrition models, and financial instrument valuation methods.
• Prepare, manage and analyze large customer loan, deposit, or financial data sets for statistical analysis in SQL or similar tools to specify and estimate econometric models to understand customer or Bank behavior for credit, interest rate, liquidity or stressed capital risk management.
• Run regressions (time series and logistic), programming routines and other econometric analyses using appropriate statistical software; communicate results, including graphic and tabular forms, to team members, Treasury management, and Bank-wide stakeholders.
• Execute models in production environment; communicate analytical results to Bank-wide stakeholders. Track portfolio performance, model performance, campaign tracking and risk strategy results. Incorporate observations and data into existing models to improve predictive results.
• Develop, maintain and manage satisfactory model documentation, including process narratives and performance monitoring guidelines to serve as reference source.
• Lead financial analysis and data support to other groups/departments across the Bank as required. Lead engagements with Model Risk Management for validation exercises.
• Provide guidance and direction to less experienced personnel regarding all aspects of data and financial analysis and development and management of predictive statistical models.
• Conduct business in compliance with regulatory guidance including SR 10‑1, SR 10‑6, SR 11‑7, Enhanced Prudential Standards, etc.; adhere to applicable compliance/operational/model risk controls and other second line of defense standards, policies and procedures.
• Serve as lead in managing Treasury projects and initiatives under guidance and direction of management. Present data, results and/or recommendations to senior management as necessary. May lead teams on either a project or full-time basis, providing performance feedback to management as appropriate.
• Understand and adhere to the Company’s risk and regulatory standards, policies and controls in accordance with the Company’s Risk Appetite. Identify risk‑related issues needing escalation to management.
• Promote an environment that supports belonging and reflects the M&T Bank brand.
• Maintain M&T internal control standards, including timely implementation of internal and external audit points and any issues raised by external regulators as applicable.
• Complete other related duties as assigned.

The position serves as team lead in statistical programming languages to analyze Bank datasets and in development, implementation and maintenance of behavioral models. It requires clear communication through narratives, data visualization, and technical precision to enable audiences to understand analysis and forecasts. The position partners with Credit Risk Management, Asset Liability and Liquidity Management, Model Risk Management and business lines to implement and understand models for Bank use.

It often leads team‑based projects related to model development or implementation. This highly technical role requires attention to detail,…